Date | Average Spread | Last Best Bid Price | Last Best Ask Price | Last Best Bid Volume | Last Best Ask Volume | Average Buy Volume | Average Sell Volume | Average Buy Value | Average Sell Value | Spreads Availability Ratio | Quote Availability |
---|---|---|---|---|---|---|---|---|---|---|---|
20/11/2024 | 0.47% | 105.00 % | 105.50 % | 500,000 | 500,000 | 500,000 | 500,000 | 525,316 CHF | 527,816 CHF | 100.00% | 100.00% |
19/11/2024 | 0.48% | 105.10 % | 105.60 % | 500,000 | 500,000 | 500,000 | 500,000 | 525,004 CHF | 527,504 CHF | 100.00% | 100.00% |
18/11/2024 | 0.47% | 105.20 % | 105.70 % | 500,000 | 500,000 | 500,000 | 500,000 | 526,097 CHF | 528,597 CHF | 100.00% | 100.00% |
15/11/2024 | 0.47% | 105.20 % | 105.70 % | 500,000 | 500,000 | 500,000 | 500,000 | 526,374 CHF | 528,874 CHF | 100.00% | 100.00% |
14/11/2024 | 0.47% | 105.40 % | 105.90 % | 500,000 | 500,000 | 500,000 | 500,000 | 526,768 CHF | 529,268 CHF | 99.10% | 99.10% |
13/11/2024 | 0.47% | 105.40 % | 105.90 % | 500,000 | 500,000 | 500,000 | 500,000 | 526,694 CHF | 529,194 CHF | 100.00% | 100.00% |
12/11/2024 | 0.47% | 105.20 % | 105.70 % | 500,000 | 500,000 | 500,000 | 500,000 | 526,000 CHF | 528,500 CHF | 100.00% | 100.00% |
11/11/2024 | 0.47% | 105.50 % | 106.00 % | 500,000 | 500,000 | 500,000 | 500,000 | 527,437 CHF | 529,937 CHF | 100.00% | 100.00% |
08/11/2024 | 0.47% | 105.30 % | 105.80 % | 500,000 | 500,000 | 500,000 | 500,000 | 526,618 CHF | 529,118 CHF | 100.00% | 100.00% |
07/11/2024 | 0.47% | 105.30 % | 105.80 % | 500,000 | 500,000 | 500,000 | 500,000 | 526,922 CHF | 529,422 CHF | 100.00% | 100.00% |